• Proceedings of the KIEE Conference
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• 2002.11b
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• pp.199-201
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• 2002

This paper showed that there exists a non-linear relationship between MVAR and MW, and the rage of the threshold value of MVAR is 56 to 67. Also, we tried the one-hour ahead forecasting model of MVAR using the MW as the explanary variable.

• The Transactions of the Korea Information Processing Society
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• v.7 no.12
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• pp.3866-3873
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• 2000

In this paper, we investigates the long-term memory and the Correct answer rate of the foreign exchange data (Yen/Dollar) that is one of economic time series, There are many cases where two kinds of fractal dimensions exist in time series generated from dynamical systems such as AR models that are typical models having a short terrr memory, The sample interval separating from these two dimensions are denoted by kcrossover. Let the fractal dimension be $D_1$ in K < $k^{crossover}$,and $D_2$ in K > $k^{crossover}$ from the statistics mode. In usual, Statistic models have dimensions D1 and D2 such that $D_1$ < $D_2$ and $D_2\cong2$ But it showed a result contrary to this in the real time series such as NIKKEL The exchange data that is one of real time series have relation of $D_1$ > $D_2$ When the interval between data increases, the correlation between data increases, which is quite a peculiar phenomenon, We predict exchange data by neural networks, We confirm that $\beta$ obrained from prediction errors and D calculated from time series data precisely satisfy the relationship $\beta$ = 2-2D which is provided from a non-linear model having fractal dimension, And We identified that the difference of fractal dimension appeaed in the Correct answer rate.

• Applied Chemistry for Engineering
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• v.31 no.5
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• pp.520-525
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• 2020

In this study, we developed a machine learning-based model for predicting the production stage temperature of distillation process. It is necessary to predict an accurate temperature for control because the control of the distillation process is done through the production stage temperature. The temperature in distillation process has a nonlinear complex relationship with other variables and time series data, so we used the recurrent neural network algorithms to predict temperature. In the model development process, by adjusting three recurrent neural network based algorithms, and batch size, we selected the most appropriate model for predicting the production stage temperature. LSTM₁₂₈ was selected as the most appropriate model for predicting the production stage temperature. The prediction performance of selected model for the actual temperature is RMSE of 0.0791 and R² of 0.924.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.19 no.5
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• pp.187-194
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• 2019

Traditional demand forecasting methods are difficult to meet the needs of companies due to rapid changes in the market and the diversification of individual consumer needs. In a diversified production environment, the right demand forecast is an important factor for smooth yield management. Many of the existing predictive models commonly used in industry today are limited in function by little. The proposed model is designed to overcome these limitations, taking into account the part where each model performs better individually. In this paper, variables are extracted through Gray Relational analysis suitable for dynamic process analysis, and statistically predicted data is generated that includes characteristics of historical demand data produced through ARIMA forecasts. In combination with the LSTM model, demand forecasts can then be calculated by reflecting the many factors that affect demand forecast through an architecture that is structured to avoid the long-term dependency problems that the neural network model has.

• The KIPS Transactions:PartB
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• v.15B no.6
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• pp.603-608
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• 2008

In this paper an approach to building fuzzy model to predict daily open, close, high, and low stock prices is presented. One of prior problems in building a stock prediction model is to select most effective indicators for the stock prediction. The problem is overcome by the selection of information used in the analysis of stick-chart as the input variables of our fuzzy model. The fuzzy rules have the premise and the consequent, in which they are composed of trapezoidal membership functions, and nonlinear equations, respectively. DE(Differential Evolution) searches optimal fuzzy rules through an evolutionary process. To evaluate the effectiveness of the proposed approach numerical example is considered. The fuzzy models to predict open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) on a daily basis are built, and their performances are demonstrated and compared with those of neural network.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.4
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• pp.503-509
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• 2022

The purpose of this study is to set the rate of change between the market price of the next day and the previous day to be predicted as the predicted value, and the market price for each section is generated by dividing the stock price ranking of the next day to be predicted at regular intervals, which is different from the previous papers that predict the market price. We would like to propose a new time series data prediction method that predicts the market price change rate of the final next day through a model using the rate of change as the predicted value. The change in the performance of the model according to the degree of subdivision of the predicted value and the type of input data was analyzed.

• The Journal of Bigdata
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• v.8 no.2
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• pp.165-175
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• 2023

LNG is a representative imported cargo at Incheon Port and has a relatively high contribution to the increase/decrease in overall cargo volume at Incheon Port. In addition, in the view point of nationwide, LNG is the one of the most important key resource to supply the gas and generate electricity. Thus, it is very essential to identify the factors that have impact on the demand fluctuation and build the appropriate forecasting model, which present the basic information to make balance between supply and demand of LNG and establish the plan for power generation. In this study, different to previous research based on macroscopic annual data, the weekly demand of LNG is converted from the cargo volume unloaded by LNG carriers. We have identified the periodicity and correlations among internal and external factors of demand variability. We have identified the input factors for predicting the LNG demand such as seasonality of weekly cargo volume, the peak power demand, and the reserved capacity of power supply. In addition, in order to predict LNG demand, considering the characteristics of the data, time series prediction with weekly LNG cargo volume as a dependent variable and prediction through an artificial neural network model were made, the suitability of the predictions was verified, and the optimal model was established through error comparison between performance and estimates.

• KIPS Transactions on Software and Data Engineering
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• v.11 no.10
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• pp.427-436
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• 2022

Korea Trade-Investment Promotion Agency (KOTRA) annually publishes the trade data in South Korea under the guidance of the Ministry of Trade, Industry and Energy in South Korea. The trade data usually contains Gross domestic product (GDP), a custom tariff, business score, and the price of export items in previous and this year, with regards to the trading items and the countries. However, it is challenging to figure out the meaningful insight so as to predict the future price on trading items every year due to the significantly large amount of data accumulated over the several years under the limited human/computing resources. Within this context, this paper proposes a multi layer perception that can predict the future price of potential trading items in the next year by training large amounts of past year's data with a low computational and human cost.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.483-483
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• 2022

댐과 저수지의 운영 최적화를 위한 수문학적 예보는 현재 수동적인 댐 운영이 주를 이루면서 활용도가 높지 않다. 불확실한 기후변화나 기후재난 상황에서 우리 사회에 악영향을 최소화하기 위해 선제적으로 대응/대비할 수 있는 댐 운영 방안이 불가피하다. 강우량 예측 기술은 기후변화로 인해 제한적인 상황이다. 실례로, 2020년 8월에 섬진강의 댐이 극심한 집중 강우로 인해 무너지는 사태가 발생하였고 이로 인해 지역사회에 막대한 경제적 피해가 발생하였다. 선제적 댐 방류량 운영 기술은 또한 환경적인 변화로 인한 영향을 완화하기 위해 필요한 것이다. 제한적인 기상 예보 기술을 극복하고자 심화학습이나 강화학습 같은 인공지능 모델들의 활용성에 대한 연구가 시도되고 있다. 따라서 본 연구는 섬진강 댐의 시간당 수문 데이터를 이용하여 댐 운영을 위한 심화학습 모델을 개발하고 그 활용도를 평가하였다. 댐 운영을 위한 심화학습 모델로서 시계열 데이터 예측에 적합한 Long Sort Term Memory(LSTM)과 Gated Recurrent Unit(GRU) 알고리즘을 구축하고 댐 수위를 예측하였다. 분석 자료는 WAMIS에서 제공하는 2000년부터 2021년까지의 시간당 데이터를 사용하였다. 입력 데이터로서 시간당 유입량, 강우량과 방류량을, 출력 데이터로서 시간당 수위 자료를 각각 사용하였으며. 결정계수(R2 Score)를 통해 모델의 예측 성능을 평가하였다. 댐 수위 예측값 개선을 위해 하이퍼파라미터의 '최적값'이 존재하는 범위를 줄여나가는 하이퍼파라미터 최적화를 두 가지 방법으로 진행하였다. 첫 번째 방법은 수동적 탐색(Manual Search) 방법으로 Sequence Length를 24, 48, 72시간, Hidden Layer를 1, 3, 5개로 설정하여 하이퍼파라미터의 조합에 따른 LSTM와 GRU의 민감도를 평가하였다. 두 번째 방법은 Grid Search로 최적의 하이퍼파라미터를 찾았다. 이 두가지 방법에서는 같은 하이퍼파라미터 안에서 GRU가 LSTM에 비해 더 높은 예측 정확도를 보였고 Sequence Length가 높을수록 정확도가 높아지는 경향을 보였다. Manual Search 방법의 경우 R2가 최대 0.72의 정확도를 보였고 Grid Search 방법의 경우 R2가 0.79의 정확도를 보였다. 본 연구 결과는 가뭄과 홍수와 같은 물 재해에 사전 대응하고 기후변화에 적응할 수 있는 댐 운영 개선에 도움을 줄 수 있을 것으로 판단된다.

• Journal of Environmental Impact Assessment
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• v.31 no.2
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• pp.83-94
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• 2022

In this study, DNN-based models were learned using air quality determination data for 2017, 2019, and 2020 provided by the National Measurement Network (Air Korea), and this models evaluated using data from 2016 and 2018. Based on Pearson correlation coefficient 0.2, four items (SO₂, CO, NO₂, PM₁₀) were initially modeled as independent variables. In order to improve the accuracy of prediction, monthly independent modeling was carried out. The error was calculated by RMSE (Root Mean Square Error) method, and the initial model of RMSE was 5.78, which was about 46% betterthan the national moving average modelresult (10.77). In addition, the performance improvement of the independent monthly model was observed in months other than November compared to the initial model. Therefore, this study confirms that DNN modeling was effective in predicting PM_2.5 concentrations based on air pollutants concentrations, and that the learning performance of the model could be improved by selecting additional independent variables.